Probabilistic interpretation for integral-partial differential equations with subdifferential operator
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Publication:2722277
DOI10.1515/rose.2001.9.1.87zbMath0973.45010OpenAlexW2026156512MaRDI QIDQ2722277
Publication date: 11 July 2001
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.2001.9.1.87
viscosity solutionBrownian motionbackward stochastic differential equationPoisson random measureintegral-partial differential equationprobabilistic interpretationsub-differential operatorvaritational inequalities
Integro-partial differential equations (45K05) Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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